On extrapolation in some non-linear ar(1) processes

DOI10.1080/03610929708831935MaRDI QIDQ4346827zbMATHOpenAlexFDO

Authors Jiří Anděl

Publication date 21 October 1998

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929708831935

zbMATH Keywords

Markov processesnonlinear autoregressionnaive and least squares extrapolations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• On least-squares and naïve extrapolations in a nonlinear \(AR(1)\) process
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Cites work

• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON-LINEAR AUTOREGRESSION

Cited in

(3)

• Extrapolations in non-linear autoregressive processes.
• scientific article; zbMATH DE number 6026893 (Why is no real title available?)
• Nonlinear extrapolation algorithm for realization of a scalar random process

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